Yohei Yamamoto

Hitotsubashi University

2-1 Naka Kunitachi-shi

Tokyo 186-8601

Japan

Tokyo Center for Economic Research (TCER)

Sankyo Building

Room 703, Main Building

Chiyoda-ku, Tokyo, 1-7-10

Japan

SCHOLARLY PAPERS

7

DOWNLOADS

224

CITATIONS
Rank 42,075

SSRN RANKINGS

Top 42,075

in Total Papers Citations

11

Scholarly Papers (7)

1.
Downloads 113 (242,110)

Is the Renminbi a Safe Haven?

Tokyo Center for Economic Research (TCER) Paper No. E-109, University of Alberta School of Business Research Paper No. 2016-706
Number of pages: 36 Posted: 06 Jul 2016
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu
University of Alberta - Department of Marketing, Business Economics & Law, Hitotsubashi University and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 73 (323,439)

Abstract:

Loading...

Renminbi, Safe Haven Currencies

Is the Renminbi a Safe Haven?

Globalization and Monetary Policy Institute Working Paper No. 276
Number of pages: 33 Posted: 27 Jul 2016
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu
University of Alberta - Department of Marketing, Business Economics & Law, Hitotsubashi University and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 40 (430,998)

Abstract:

Loading...

2.

The Exchange Rate Effects of Macro News after the Global Financial Crisis

Globalization and Monetary Policy Institute Working Paper No. 305
Number of pages: 33 Posted: 08 Mar 2017
Yin-Wong Cheung, Rasmus Fatum and Yohei Yamamoto
City University of Hong Kong - Department of Economics & Finance, University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi University
Downloads 54 (373,263)

Abstract:

Loading...

3.

Large versus Small Foreign Exchange Interventions

Journal of Banking and Finance, Volume 43, 2014, University of Alberta School of Business Research Paper No. 2014-02
Number of pages: 37 Posted: 01 Apr 2014 Last Revised: 08 Apr 2015
Rasmus Fatum and Yohei Yamamoto
University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi University
Downloads 47 (396,472)

Abstract:

Loading...

foreign exchange market intervention, intervention amount

4.

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields

Globalization and Monetary Policy Institute Working Paper No. 354
Number of pages: 34 Posted: 08 Apr 2019
Rasmus Fatum, Naoko Hara and Yohei Yamamoto
University of Alberta - Department of Marketing, Business Economics & Law, Bank of Japan and Hitotsubashi University
Downloads 10 (578,979)

Abstract:

Loading...

NIRP, Bond Yields, Macroeconomic News

5.

Intra-Safe Haven Currency Behavior During the Global Financial Crisis

Journal of International Money and Finance, Forthcoming, University of Alberta School of Business Research Paper No. 2778690
Posted: 12 May 2016
Rasmus Fatum and Yohei Yamamoto
University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi University

Abstract:

Loading...

Safe Haven Currencies, Global Financial Crisis

6.

Confidence Sets for the Break Date Based on Optimal Tests

The Econometrics Journal, Vol. 18, Issue 3, pp. 412-435, 2015
Number of pages: 24 Posted: 19 Jan 2016
Eiji Kurozumi and Yohei Yamamoto
Hitotsubashi University - Faculty of Economics and Hitotsubashi University
Downloads 0 (666,530)
  • Add to Cart

Abstract:

Loading...

Average power, Break fraction, Coverage rate, Hypothesis test

7.

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions

The Econometrics Journal, Vol. 16, Issue 3, pp. 400-429, 2013
Number of pages: 30 Posted: 23 Nov 2013
Yohei Yamamoto and Pierre Perron
Hitotsubashi University and Boston University - Department of Economics
Downloads 0 (666,530)
Citation 1
  • Add to Cart

Abstract:

Loading...

Business‐cycle, Band spectral regression, Hours‐productivity, Low‐frequency contaminations, Multiple structural changes